论文标题

一类非凸优化问题的重球方法的全局收敛和渐近最优性

Global convergence and asymptotic optimality of the heavy ball method for a class of non-convex optimization problems

论文作者

Ugrinovskii, Valery, Petersen, Ian R., Shames, Iman

论文摘要

在这封信中,我们重新审视了著名的重球方法,并研究了其与部门结合梯度的一类非凸面问题的全球融合。我们表征了呈现该方法全球收敛的参数并产生最佳的$ r $ convergence因子。我们表明,对于这个功能系列,该收敛因子优于从三重动量方法获得的因子。

In this letter we revisit the famous heavy ball method and study its global convergence for a class of non-convex problems with sector-bounded gradient. We characterize the parameters that render the method globally convergent and yield the best $R$-convergence factor. We show that for this family of functions, this convergence factor is superior to the factor obtained from the triple momentum method.

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